Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-18 0.356332 0.391190 0.429418 0.474720 0.527287 0.586792 0.659864
2025-05-25 0.301730 0.343926 0.392870 0.454577 0.531379 0.625328 0.751390
2025-06-01 0.273721 0.321159 0.378653 0.454869 0.555488 0.687236 0.879090
2025-06-08 0.258899 0.311477 0.377705 0.469570 0.597711 0.776942 1.060625
2025-06-15 0.243142 0.298381 0.370142 0.473457 0.624428 0.848148 1.230359
2025-06-22 0.227818 0.284090 0.359058 0.470384 0.639640 0.903520 1.387058
2025-06-29 0.214868 0.271690 0.349077 0.467205 0.653390 0.957766 1.554801
2025-07-06 0.200258 0.255829 0.332764 0.452668 0.646955 0.976652 1.660240
2025-07-13 0.193808 0.250797 0.331344 0.460260 0.676817 1.063068 1.927882
2025-07-20 0.187653 0.245671 0.329228 0.466285 0.704461 1.150224 2.228833
2025-07-27 0.179886 0.237670 0.322138 0.463449 0.715914 1.207854 2.481549
2025-08-03 0.174028 0.232087 0.318263 0.465408 0.736081 1.286922 2.825670
2025-08-10 0.164290 0.220421 0.304564 0.450168 0.723233 1.295496 2.981460
2025-08-17 0.154784 0.208659 0.290059 0.432430 0.703639 1.285873 3.079983
2025-08-24 0.150020 0.203860 0.286292 0.433109 0.720398 1.363704 3.513998
2025-08-31 0.148342 0.203664 0.289827 0.446983 0.765699 1.521776 4.364776
2025-09-07 0.144764 0.200299 0.287923 0.450684 0.790114 1.633530 5.140249
2025-09-14 0.140223 0.195185 0.282787 0.447859 0.799853 1.708199 5.825616
2025-09-21 0.135970 0.190335 0.277815 0.444913 0.808925 1.783753 6.613299
2025-09-28 0.130141 0.182721 0.267756 0.431370 0.791924 1.777296 6.912610
2025-10-05 0.128172 0.181264 0.268191 0.438451 0.824518 1.935153 8.557510
2025-10-12 0.126061 0.179471 0.267920 0.444068 0.854447 2.095579 10.623023
2025-10-19 0.122768 0.175593 0.263767 0.441426 0.863360 2.186683 12.341049